I have tons to recommend, I love TV series. Good thread, by the way, as I am always looking for new ones myself:

Lost (if you like getting REALLY involved in shows)
Weeds (one of my favorites)
Skins (UK version, just began watching and I love it)
Nurse Jackie
United States of Tara
Desperate Housewives
Dexter (love this, can't wait for new season)

You might like Lost based on liking X-files but again, it is really about investing your time, you can't just put this show on as background noise and keep up.

Weeds is my best recommendation, you can also buy the seasons for cheap compared to most shows. I think most are around $25.00

Speaking of British comedies reminds me of Blackadder, which is hilarious. (Bear in mind that season 1 -- or series 1, as the Brits would say -- is markedly different from the other seasons in tone and character. Still fairly funny, but I'd say they didn't quite have their act together yet. You might even want to start with the second season, and go back to the first one later.)

Of shows still going...
Mad Men (Wonderful...although sometimes hard to watch).
The Good Wife
Castle (very funny, easy to watch police show).
Sherlock
United States of Tara (Same as Mad Men - sometimes difficult to watch)
Being Human

We've really enjoyed watching Entourage and Californication on DVD, and we pvr Weeds so we can watch 3 eps at a time as we do with the DVDs. There's something great about enjoying a show and being able to see another one right away. The lone season of Swingtown might fit into the same category of more adult/cable style shows.

If you like Lost, you might also enjoy the old Twin Peaks series - we loved it at the time, and 20 years later it still holds up.

If anyone likes high quality but short-lived teen dramas, My So Called Life and Freaks and Geeks (James Franco!) have really good boxed sets.

For mainstream/network shows, I second the vote for The West Wing -- still one of the best network series ever, even with the slight decline in quality in the last 2 seasons. Castle is fun too -- nice to have a police series that isn't all dark & gritty. Others I'd recommend that might fit your tastes would be The Gilmore Girls and Joan of Arcadia (the latter sadly only lasting 2 seasons).

For cable series, I'll second the vote for United States of Tara, but can't recommend Nurse Jackie -- great performances to be sure, but I just can't muster any connection to the main character ... Some others I'd add to the list would be:
~ Dead Like Me -- quirky series about a 20-year-old slacker who is killed in a freak accident ... then finds out she has to serve time as a grim reaper. Lots of humour mixed with poignancy. 2 seasons plus a movie.
~ Slings and Arrows -- about a fictional theatre town (based on Stratford no doubt). Centres around the reluctant theatre director, played by the always delicious Paul Gross; more quirky humour; lots of art vs. commerce stuff. Oh, and a ghost. 3 6-episode seasons, each one centring around the production of a different play: 1=Hamlet, 2=The Scottish Play, 3=Lear.

For UK series, Life on Mars is brilliant, and Being Human has some good stuff. My all-time favourites though are:
~ Doctor Who (post 2005 -- aka "NuWho") -- classic scifi with a quirky feel
~ Torchwood -- darker and sexier spinoff of Doctor Who
~ MI-5 (aka Spooks) -- about, well, MI-5
~ Hustle -- about a gang of con artists

Oh lots of possibilities here! I LOVED My So Called Life when it originally aired & still can't believe it lasted only a season. I've been contemplating Twin Peaks. Any of you that like the Law & Order type thing- I'd strongly suggest Southland. It started on NBC for only a season or so and was kicked over to cable. The writer in me loves the grittiness of it.

This thread reminded me of another show I loved back in the day - Knots Landing. It used to be repeated twice a week here (US and Canadian airings) and it was so good I'd watch it both times. A friend and I used to call each other during commercials - no hellos, just straight to OMG!

I caught a couple of episodes on one of the soap channels a few years back, and was sucked right in again. Sadly, only the first two of 14 seasons are on DVD, and it's really the middle seasons that are the best.